Sweden
Over 2011 to 2025 (15 years of data), TEL2BSESEK has tended to move short between 06.10 and 12.10, closing higher in 80.0% of those years for an average +1.21% move and an annualized Sharpe of 4.01.
Best window
06.10 - 12.10
Direction
Short
Win rate
80.0%
Avg return
+1.21%
Sample
15 yrs
| Window | Dir | Win rate | Avg return | Sharpe | Years |
|---|---|---|---|---|---|
| 06.10 → 12.10 | Short | 80.0% | +1.21% | 4.01 | 15 |
| 07.10 → 16.11 | Short | 80.0% | +0.48% | 0.16 | 15 |
| 07.10 → 10.10 | Short | 80.0% |
| +0.17% |
| 0.70 |
| 15 |
| 08.10 → 28.11 | Long | 73.3% | +2.62% | 0.87 | 15 |
| 06.10 → 12.11 | Short | 73.3% | +1.52% | 0.63 | 15 |
| 06.10 → 13.11 | Short | 73.3% | +1.52% | 0.60 | 15 |
| 12.10 → 08.12 | Long | 73.3% | +1.36% | 0.45 | 15 |
| 12.10 → 09.12 | Long | 73.3% | +1.27% | 0.46 | 15 |